Euro Bund Future September 2023

Trading Metrics calculated at close of trading on 01-Aug-2023

Day Change Summary
	Previous	Current
	31-Jul-2023	01-Aug-2023	Change	Change %	Previous Week
Open	132.82	132.92	0.10	0.1%	133.12
High	133.05	133.06	0.01	0.0%	134.01
Low	132.42	132.10	-0.32	-0.2%	131.81
Close	133.00	132.22	-0.78	-0.6%	132.98
Range	0.63	0.96	0.33	52.4%	2.20
ATR	1.06	1.05	-0.01	-0.7%	0.00
Volume	610,519	540,220	-70,299	-11.5%	3,519,301

Daily Pivots for day following 01-Aug-2023
	Classic	Woodie	Camarilla	DeMark
R4	135.34	134.74	132.75
R3	134.38	133.78	132.48
R2	133.42	133.42	132.40
R1	132.82	132.82	132.31	132.64
PP	132.46	132.46	132.46	132.37
S1	131.86	131.86	132.13	131.68
S2	131.50	131.50	132.04
S3	130.54	130.90	131.96
S4	129.58	129.94	131.69

Weekly Pivots for week ending 28-Jul-2023
	Classic	Woodie	Camarilla	DeMark
R4	139.53	138.46	134.19
R3	137.33	136.26	133.59
R2	135.13	135.13	133.38
R1	134.06	134.06	133.18	133.50
PP	132.93	132.93	132.93	132.65
S1	131.86	131.86	132.78	131.30
S2	130.73	130.73	132.58
S3	128.53	129.66	132.38
S4	126.33	127.46	131.77

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	133.92	131.81	2.11	1.6%	1.11	0.8%	19%	False	False	711,493
10	134.88	131.81	3.07	2.3%	1.03	0.8%	13%	False	False	650,365
20	134.88	130.60	4.28	3.2%	1.03	0.8%	38%	False	False	685,054
40	135.00	130.60	4.40	3.3%	1.07	0.8%	37%	False	False	726,921
60	136.50	130.60	5.90	4.5%	1.00	0.8%	27%	False	False	514,181
80	136.97	130.60	6.37	4.8%	0.95	0.7%	25%	False	False	385,662
100	138.27	130.27	8.00	6.1%	0.97	0.7%	24%	False	False	308,531
120	138.27	130.00	8.27	6.3%	0.81	0.6%	27%	False	False	257,109

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.31
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	137.14
2.618	135.57
1.618	134.61
1.000	134.02
0.618	133.65
HIGH	133.06
0.618	132.69
0.500	132.58
0.382	132.47
LOW	132.10
0.618	131.51
1.000	131.14
1.618	130.55
2.618	129.59
4.250	128.02

Fisher Pivots for day following 01-Aug-2023
Pivot	1 day	3 day
R1	132.58	132.58
PP	132.46	132.46
S1	132.34	132.34

Download as Excel Spreadsheet

These figures are updated between 7pm and 10pm EST after a trading day.

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